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Zapiski Nauchnykh Seminarov POMI, 2021, Volume 505, Pages 17–37 (Mi znsl7121)  

This article is cited in 1 scientific paper (total in 1 paper)

Stable random variables with a complex index $\alpha$. The case of $|\alpha - 1/2|<1/2$

I. A. Alekseev

St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences
Full-text PDF (718 kB) Citations (1)
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Abstract: The case of $|\alpha - 1/2|<1/2$. In this paper, we construct complex-valued random variables that satisfy the usual stability condition, but for a complex parameter $\alpha$ such that $|\alpha-1/2|<1/2$. The characteristic function of the obtained random variables is found and limit theorems for sums of independent identically distributed random variables are proved. The corresponding Lévy processes and semigroups of operators corresponding to these processes are constructed.
Key words and phrases: stable distributions, infinity divisible distributions, limit theorems, Lévy processes.
Funding agency Grant number
Ministry of Science and Higher Education of the Russian Federation 075-15-2019-1620
Received: 14.09.2021
Document Type: Article
UDC: 519.2
Language: Russian
Citation: I. A. Alekseev, “Stable random variables with a complex index $\alpha$. The case of $|\alpha - 1/2|<1/2$”, Probability and statistics. Part 31, Zap. Nauchn. Sem. POMI, 505, POMI, St. Petersburg, 2021, 17–37
Citation in format AMSBIB
\Bibitem{Ale21}
\by I.~A.~Alekseev
\paper Stable random variables with a complex index $\alpha$. The case of $|\alpha - 1/2|<1/2$
\inbook Probability and statistics. Part~31
\serial Zap. Nauchn. Sem. POMI
\yr 2021
\vol 505
\pages 17--37
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl7121}
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  • https://www.mathnet.ru/eng/znsl/v505/p17
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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